You can try getting your hands on an AsteroidOS compatible watch and flash it with that. It's basically Linux on your wrist. There is a health app here and the required sensor logging is here, which are in early development but work well in what it does, like step counting and heartbeat graph. Past days aren't shown further than a week but they are logged, so you could probably get it by hand in terminal after accessing the watch with SSH if you need to until it's implemented (I think it's on the to do list).
It's my daily watch for months now, sold my Galaxy Watch4 in favor for it. It works well, is completely FOSS, and works without internet, bluetooth, or phone. Altrough both can be enabled and phones can be connected with GadgetBridge or their own app. Both are in F-Droid. You won't find a more privacy friendly smartwatch solution really.
There is an issues with the current nightlies tho, so downloads are taken offline for now. So you need to wait for that or see if anyone has old files from before the issue.
Devs are quite active on Matrix. If you have no patience you can ask there if anyone has the files. Any kind of support is also allowed there, no matter if it's very noob or advanced level.
So this sent me down a rabbithole.
I can't answer about exporting data but having just done some research the 2 best options I have found for a privacy focused solution (open source) are either:
Bangle JS https://banglejs.com/
PineTime https://www.pine64.org/pinetime/
For me the bangle seems superior - I'm tempted to get one!
Privacy Guides
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